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Using Multivariate GARCH Models CCC (Constant Conditional Correlation) and DCC(Dynamic Conditional Correlation) To Forecast Iraqi Dinar Exchange Rate in Dollar

Abstract

Multivariate GARCH Models take several forms , the most important DCC dynamic conditional correlation, and CCC constant conditional correlation , The Purpose of this research is the Comparison for both Models.Using three  financial time series which is a series of daily Iraqi dinar exchange rate indollar, Global daily Oil price in dollar and Global daily gold price in dollarfor the period from 01/01/2014 till 01/01/2016, Where it has been transferred to the three time series returns to get the Stationarity, some tests were conducted including Ljung-Box , JarqueBera  , Multivariate ARCH to Returns Series and Residuals Series for both models In Comparison with the estimation and forecasting based on criteria ,MAE,MSE , mean absolute error and mean Square error ,  respectively  Compared to the Suitability of these two models of the nature of the data and the ability to Capture the volatility. We concluded that CCC is better than DCC

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Publication Date
Thu Feb 01 2018
Journal Name
Journal Of Engineering
Using a New Modification on Wind Turbine Ventilator for Improving Indoor Air Quality

This paper describes a newly modified wind turbine ventilator that can achieve highly efficient ventilation. The new modification on the conventional wind turbine ventilator system may be achieved by adding a Savonius wind turbine above the conventional turbine to make it work more efficiently and help spinning faster. Three models of the Savonius wind turbine with 2, 3, and 4 blades' semicircular arcs are proposed to be placed above the conventional turbine of wind ventilator to build a hybrid ventilation turbine. A prototype of room model has been constructed and the hybrid turbine is placed on the head of the room roof. Performance's tests for the hybrid turbine with a different number of blades and different values o

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Publication Date
Mon Aug 01 2016
Journal Name
Journal Of Engineering
Exploring the Factors Affecting the Elemental Cost Estimation with Relationship Analysis Using AHP

Cost estimation is considered one of the important tasks in the construction projects management. The precise estimation of the construction cost affect on the success and quality of a construction project. Elemental estimation is considered a very important stage to the project team because it represents one of the key project elements. It helps in formulating the basis to strategies and execution plans for construction and engineering.  Elemental estimation, which in the early stage, estimates the construction costs depending on  . minimum details of the project so that it gives an indication for the initial design stage of a project. This paper studies the factors that affect the elemental cost estimation as well as the rela

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Publication Date
Wed May 31 2017
Journal Name
Al-khwarizmi Engineering Journal
Corrosion control of Buried Low Carbon Steel Structure by Using Alteration Medias method


Abstract

The aim of the present work is to control of metal buried corrosion by alteration the media method. This method depended on the characteristics of each media. The corrosion rates in different media (soil, sand, porcelanite stone and gravel) for specimens of low carbon steel were measured by two methods weight loss method and polarization method, weight loss measured by buried specimens in these medias separately for 90 days. The polarization method includes preparing of specimen and salt solutions have electrical resistivity equivalent electrical resistivity of these media. The corrosion rate of two method results in (soil > sand> porcelainte stone> gravel). The lower corrosion rate happene

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Publication Date
Fri Sep 15 2017
Journal Name
Journal Of Baghdad College Of Dentistry
Assessing The Radiopacity of Three Resin Composite Materials Using a Digital Radiography Technique

Background: Radiopacity is one of the prerequisites for dental materials, especially for composite restorations. It's essential for easy detection of secondary dental caries as well as observation of the radiographic interface between the materials and tooth structure. The aim of this study to assess the difference in radiopacity of different resin composites using a digital x-ray system. Materials and methods: Ten specimens (6mm diameter and 1mm thickness) of three types of composite resins (Evetric, Estelite Sigma Quick,and G-aenial) were fabricated using Teflon mold. The radiopacity was assessed using dental radiography equipment in combination with a phosphor plate digital system and a grey scale value aluminum step wedge with thickness

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Publication Date
Sat Mar 30 2013
Journal Name
Iraqi Journal Of Chemical And Petroleum Engineering
Reinforcement Steel Corrosion Reduction by Using Fly Ash from South Baghdad Power Plant

Corrosion- induced damage in reinforced concrete structure such as bridges, parking garages, and buildings, and the related cost for maintaining them in a serviceable condition, is a source of major concern for the owners of these structures.
Fly ash produced from south Baghdad power plant with different concentrations (20, 25 and 30) % by weight from the cement ratio were used as a corrosion inhibitor as a weight ratio from the cement content.
The concrete batch ratio under study was (1:1.5:3) cement, sand and gravel respectively which is used in Iraq. All the raw materials used were locally manufactured.
Concrete slabs (250x250x70) mm dimensions were casted, using Poly-wood molds. Two steel bars were embedded in the central po

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Publication Date
Thu Jan 20 2022
Journal Name
Ibn Al-haitham Journal For Pure And Applied Sciences
Calculate the Thermal Properties of (S2F2) Using Semi-empirical Quantum Mechanics (MNDO / PM3)

In this paper, thermal properties were performed by using semi-empirical theoretical calculations to study the molecular structure of a nonlinear molecular system, the (S2F2) molecule in the infrared region, by using semi-empirical quantum programs in the (MNDO / PM3) method. This study is under the condition of obtaining the stable structure of the molecule in which the molecule obtains the minimum value of the total energy. The thermodynamic properties were also calculated, including the heat of formation, whose value was (-61.002kcal / mol),  the entropy and its value (78.2916 cal / mol.k), as well as the heat capacity  (15.9454 cal / mol.k) and the enthalpy (3763.434 cal /mol),  Gibbs F

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Publication Date
Mon Dec 11 2017
Journal Name
Al-khwarizmi Engineering Journal
Evaluations of Potable Water Tanks Epoxy Coatings Performance Using Electrochemical Impedance Spectroscopic Method

Abstract  

The aim of this paper is to investigate and discuss the mechanisms of corrosion of epoxy coatings used for potable water tanks. Two distinct types of Jotun epoxy coatings: Tankguard 412 contained polyamine cured epoxy and Penguard HB contained polyamide cured epoxy, were tested and studied using the electrochemical impedance spectroscopic (EIS) method. The porosity of epoxy coatings was determined using EIS method. The obtained results showed that the two epoxy coatings have excellent behavior when applied and tested in potable water of Basrah city. Polyamine is more resistance to water corrosion compared to polyamide curing epoxy and has high impedance values. Microscopic inspection after te

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Publication Date
Sun Oct 22 2023
Journal Name
Iraqi Journal Of Science
Study the Effect of Hyperthyroidism on Heart Function by Using BNP as Indicator

The aim was made to specify the effect of hyperthyroidism on B-type natriuretic
peptide (BNP) level. Twenty patients with hyperthyroidism, 20 patients with
hyperthyroidism treated with (35) mg Carbimazole, 12 patients with
hyperthyroidism associated with heart failure and 20 healthy participants were
included in this study. Serum Triiodothyronine (T3), Thyroxin (T4) and Thyroid
stimulating hormone (TSH) have been used for hyperthyroidism diagnosis test, also
serum BNP level was measured. The results showed that the mean ± SE of serum
BNP was significantly (P<0.05) increased in hyperthyroid group (420.76 ± 83.43)
pg/mL and hyperthyroid with heart failure group (728.58±149.06) pg/mL when
compared with the c

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Publication Date
Tue Mar 30 2021
Journal Name
Iraqi Journal Of Science
Using Multi-Objective Bat Algorithm for Solving Multi-Objective Non-linear Programming Problem

Human beings are greatly inspired by nature. Nature has the ability to solve very complex problems in its own distinctive way. The problems around us are becoming more and more complex in the real time and at the same instance our mother nature is guiding us to solve these natural problems. Nature gives some of the logical and effective ways to find solutions to these problems. Nature acts as an optimized source for solving the complex problems.  Decomposition is a basic strategy in traditional multi-objective optimization. However, it has not yet been widely used in multi-objective evolutionary optimization.   

Although computational strategies for taking care of Multi-objective Optimization Problems (MOPs) h

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Publication Date
Thu Oct 31 2013
Journal Name
Al-khwarizmi Engineering Journal
Enhancement of a Power System Transient Stability Using Static Synchronous Series Compensator SSSC

Static Synchronous Series Compensator (SSSC) is a well known device for effectively regulating the active power flow in a power system. In this paper, the SSSC linearized power flow equations are incorporated into Newton-Raphson algorithm in a MATLAB written program to investigate the control of active poweer flow and the transient stability of a five bus and a thirty bus IEEE test systems, during abnormal conduction (three phase fault near buses). A comparison of the results obtained for the base case without SSSC and with it to investigate the effectiveness of the device on both of the active power flow and the transient stability.

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